fx-quant/results/phase1/S7T_GBP_AUD_TRAIN_trades.csv at 4e2db680494844d0d596d60daa4fda1f35af713f

mirror of https://github.com/BrentNeale1/fx-quant.git synced 2026-08-22 06:28:05 +00:00

Files

T

Brent NealeandClaude Opus 4.6 39a6536284 Phase 1 complete: S7-S9 Smart Money strategies, expanded pair testing, consolidated scorecard

- S7 Liquidity Sweep: built, tested across 6 pairs, tight SL (1.0 ATR) on GBP_JPY
  is Phase 2 candidate (107 trades, OOS PF 1.39, gen ratio 1.81)
- S8 Order Block: built, tested on GBP_JPY (watchlist, 32 trades, OOS PF 1.55)
- S9 London Session: built, tested across 8 pairs with filter experiments
  GBP_USD (OOS PF 1.45) and GBP_AUD filtered (OOS PF 1.94) advance to Phase 2
- Added OBV indicator to technical.py
- Added GBP_NZD to engine spread/pip config
- Standalone OANDA fetcher (bypasses Supabase dependency)
- Fetched EUR_GBP, EUR_USD, GBP_NZD H1 data (2021-2023)
- Consolidated STRATEGY_LEARNINGS.md with full Phase 1 scorecard and 11 design principles
- Phase 2 roster: S7/GBP_JPY, S9/GBP_USD, S9F/GBP_AUD, S4-F/EUR_AUD, S3/GBP_JPY

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-19 13:56:03 +10:00

5.0 KiB

Raw Blame History

1	timestamp	strategy_id	pair	signal_direction	entry_price	sl_price	tp1_price	tp2_price	tp3_price	lot_size	confluence_score	session	spread_at_entry	atr_at_entry	adx_at_entry	rsi_at_entry	ema_50_value	ema_200_value	vwap_deviation	news_within_60min	macd_hist_at_entry	stoch_k_at_entry	distance_from_ema50_pips	candle_body_ratio	hour_of_day	day_of_week	entry_pattern	exit_price	exit_reason	exit_time	pnl_pips	pnl_dollars	hold_time_minutes	win
2	2023-03-15 12:00:00+00:00	7	GBP_AUD	LONG	1.81929	1.8109242079779553	1.8245036880330672	1.829957376066134	1.829957376066134	119534.41	4	LONDON	2.0	0.003635792022044673	19.933900054020413	47.783743455510965	1.8202446691685543	1.8067229255823376	1.0221145538724663	False	0.0001544012596165665	31.238258548782387	-11.946691685542632	0.3488773747841358	12	2	liquidity_sweep_bullish	1.81929	TP1+SL	2023-03-15 16:00:00+00:00	26.068440165335492	311.6075614783681	240	True
3	2023-03-16 15:00:00+00:00	7	GBP_AUD	LONG	1.82076	1.8099737239509166	1.8268744140736253	1.8332288281472506	1.8332288281472506	92999.3	4	OVERLAP	2.0	0.004236276049083581	24.080545651839202	54.16451414249487	1.8190481566204908	1.8096257655202228	45.13983820857437	False	0.00011844736723890122	75.57433527309838	14.71843379509119	0.8499999999999879	15	3	liquidity_sweep_bullish	1.8099737239509166	SL	2023-03-17 03:00:00+00:00	-107.86276049083331	-1003.1161221715156	720	False
4	2023-04-13 08:00:00+00:00	7	GBP_AUD	LONG	1.86237	1.8546200641030763	1.8670199038453854	1.8719098076907708	1.8719098076907708	128141.05	3	LONDON	2.0	0.003259935896923527	40.62327893506774	48.604119343656826	1.863283644009161	1.8578896713427584	13.333333333331865	False	-0.0002521741571785952	36.10430535009964	-11.53644009160848	0.842222222222223	8	3	liquidity_sweep_bullish	1.8546200641030763	SL	2023-04-13 12:00:00+00:00	-77.49935896923743	-993.0849232645003	240	False
5	2023-04-17 13:00:00+00:00	7	GBP_AUD	SHORT	1.85113	1.8570202819979664	1.8469295770030503	1.8424891540061008	1.8424891540061008	166911.2	4	OVERLAP	2.0	0.002960281997966396	19.000131729128515	52.60714602953688	1.8512547545352347	1.8543689170672641	5.386009351995291	False	0.00033597093650337083	79.47823753106528	1.1524546476526787	0.5317460317460418	13	0	liquidity_sweep_bearish	1.8424891540061008	TP3	2023-04-18 03:00:00+00:00	64.20635013115607	1071.6758948011418	840	True
6	2023-05-11 11:00:00+00:00	7	GBP_AUD	SHORT	1.86887	1.8754384861805873	1.864537270729119	1.859964541458238	1.859964541458238	151308.96	4	LONDON	2.0	0.003048486180587385	28.063927859141515	59.61830517676701	1.8652920732826517	1.8695822997738265	9.736793357773	False	0.0006620301111081143	60.28665879043445	38.179267173483744	0.49620637329287687	11	3	liquidity_sweep_bearish	1.8754384861805873	SL	2023-05-12 14:00:00+00:00	-65.68486180587252	-993.8708127590293	1620	False
7	2023-05-23 08:00:00+00:00	7	GBP_AUD	LONG	1.87196	1.8652704972255192	1.8755292541617212	1.8793385083234424	1.8793385083234424	147085.99	5	LONDON	2.0	0.0025395027744807954	30.42363224782171	54.99083592249078	1.8710599931746368	1.8715498507961135	11.933333333333795	False	0.0003120857855684364	84.45185681958016	6.600068253632685	0.0731132075471771	8	1	liquidity_sweep_bullish	1.8793385083234424	TP3	2023-05-24 00:00:00+00:00	54.73881744227642	805.1313154926495	960	True
8	2023-06-02 12:00:00+00:00	7	GBP_AUD	SHORT	1.88939	1.8963201108886822	1.8854148336669767	1.8811996673339535	1.8811996673339535	143141.06	4	LONDON	2.0	0.0028101108886821754	67.85894983703535	25.38667421872401	1.9018815618872074	1.8954633906895322	-10.396952707256713	False	-0.0007272739757412296	32.04000551781733	-122.5156188720744	0.33848531684700844	12	4	liquidity_sweep_bearish	1.8811996673339535	TP3	2023-06-05 06:00:00+00:00	60.827500717209126	870.6912929812075	3960	True
9	2023-06-15 14:00:00+00:00	7	GBP_AUD	SHORT	1.85789	1.8652854215530974	1.852406867670354	1.846683735340708	1.846683735340708	135312.14	3	OVERLAP	2.0	0.0038154215530973507	16.823693276051895	47.238389519994406	1.8598566341922145	1.866298362315897	-7.478128550073571	False	-0.00010047542287945784	41.5800302014844	-17.266341922144157	0.2892249527410258	14	3	liquidity_sweep_bearish	1.8652854215530974	SL	2023-06-16 11:00:00+00:00	-73.95421553097358	-1000.6903165517274	1260	False
10	2023-06-29 16:00:00+00:00	7	GBP_AUD	LONG	1.90502	1.8986377018635665	1.9095534472046505	1.9143268944093008	1.9143268944093008	155223.62	3	OVERLAP	2.0	0.003182298136433651	38.6503020423281	40.69408065428835	1.9086444216359855	1.8962359504822663	-18.571145477395135	False	-0.0008137811294096661	21.52354283586118	-38.644216359855484	0.9140127388535034	16	3	liquidity_sweep_bullish	1.90502	TP1+SL	2023-06-30 02:00:00+00:00	22.66723602325271	351.849043092369	600	True
11	2023-07-05 08:00:00+00:00	7	GBP_AUD	LONG	1.9055	1.8983232173289937	1.9088701740065095	1.9124803480130192	1.9124803480130192	138530.31	4	LONDON	2.0	0.002406782671006423	23.56451269105002	63.25094133370591	1.9019710836507884	1.9002726223040265	12.83333333333081	False	0.0005993822138598271	75.16453992994002	32.88916349211579	0.593090211132452	8	2	liquidity_sweep_bullish	1.9055	TP1+SL	2023-07-06 02:00:00+00:00	16.850870032547594	233.43562493785282	1080	True

5.0 KiB Raw Blame History

5.0 KiB

Raw Blame History